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In this article we study a coupled system of differential equations with Allen-Cahn type non-linearity. Motivated by physical phenomena one of the unknowns in the system is accompanied by a singular perturbation parameter ${\epsilon}^2$ .…

Analysis of PDEs · Mathematics 2024-10-23 Javier Monreal , Michał Kowalczyk

This work develops change-point methods for statistics of high-frequency data. The main interest is in the volatility of an It\^{o} semi-martingale, the latter being discretely observed over a fixed time horizon. We construct a…

Statistics Theory · Mathematics 2016-01-13 Markus Bibinger , Moritz Jirak , Mathias Vetter

A wide range of problems in computational science and engineering require estimation of sparse eigenvectors for high dimensional systems. Here, we propose two variants of the Truncated Orthogonal Iteration to compute multiple leading…

Numerical Analysis · Mathematics 2021-03-26 Hexuan Liu , Aleksandr Aravkin

The aim of the present work is to derive a error estimates for the Laplace eigenvalue problem in mixed form, by means of a virtual element method. With the aid of the theory for non-compact operators, we prove that the proposed method is…

Numerical Analysis · Mathematics 2020-09-01 Felipe Lepe , Gonzalo Rivera

This paper deals with off-line detection of change points for time series of independent observations, when the number of change points is unknown. We propose a sequential analysis like method with linear time and memory complexity. Our…

Statistics Theory · Mathematics 2015-03-13 Pierre R. Bertrand , Mehdi Fhima , Arnaud Guillin

We consider a class of systems with time-varying parameters, which are written as linear regressions with bounded disturbances. The task is to estimate such parameters under the condition that the regressor is finitely exciting (FE).…

Systems and Control · Electrical Eng. & Systems 2021-11-24 Anton Glushchenko , Konstantin Lastochkin

From characterizing the speed of a thermal system's response to computing natural modes of vibration, eigenvalue analysis is ubiquitous in engineering. In spite of this, eigenvalue problems have received relatively little treatment compared…

Numerical Analysis · Mathematics 2025-06-06 Conor Rowan , John Evans , Kurt Maute , Alireza Doostan

We study random eigenvalue problems in the context of spectral stochastic finite elements. In particular, given a parameter-dependent, symmetric positive-definite matrix operator, we explore the performance of algorithms for computing its…

Numerical Analysis · Mathematics 2016-03-09 Bedřich Sousedík , Howard C. Elman

Explicit time-marching schemes are popular for solving time-dependent partial differential equations; one of the biggest challenges these methods suffer is increasing the critical time-marching step size that guarantees numerical stability.…

Numerical Analysis · Mathematics 2022-03-24 Quanling Deng , Pouria Behnoudfar , Victor Calo

In the present work, we focus on the space-time isogeometric discretization of a parabolic problem with a nonlocal diffusion coefficient. The existence and uniqueness of the solution for the continuous space-time variational formulation are…

Numerical Analysis · Mathematics 2026-01-27 Sudhakar Chaudhary , Shreya Chauhan , Monica Montardini

The identification of singular points or topological defects in discretized vector fields occurs in diverse areas ranging from the polarization of the cosmic microwave background to liquid crystals to fingerprint recognition and bio-medical…

Computer Vision and Pattern Recognition · Computer Science 2021-03-10 Karl B. Hoffmann , Ivo F. Sbalzarini

The framework of differential inclusions encompasses modern optimal control and the calculus of variations. Necessary optimality conditions in the literature identify potentially optimal paths, but do not show how to perturb paths to…

Optimization and Control · Mathematics 2012-05-01 C. H. Jeffrey Pang

Consider a real diagonal deterministic matrix $X_n$ of size $n$ with spectral measure converging to a compactly supported probability measure. We perturb this matrix by adding a random finite rank matrix, with delocalized eigenvectors. We…

Probability · Mathematics 2011-06-21 Florent Benaych-Georges , Alice Guionnet , Mylène Maïda

This paper introduces optimally-blended quadrature rules for isogeometric analysis and analyzes the numerical dispersion of the resulting discretizations. To quantify the approximation errors when we modify the inner products, we generalize…

Numerical Analysis · Mathematics 2018-12-27 Vladimir Puzyrev , Quanling Deng , Victor Calo

Existing online continuous-time parameter estimation laws provide exact (asymptotic/exponential or finite/fixed time) identification of dynamical linear/nonlinear systems parameters only if the external perturbations are equaled to zero or…

Systems and Control · Electrical Eng. & Systems 2024-04-08 Anton Glushchenko , Konstantin Lastochkin

We propose a new approach to the spectral theory of perturbed linear operators , in the case of a simple isolated eigenvalue. We obtain two kind of results: ''radius bounds'' which ensure perturbation theory applies for perturbations up to…

Spectral Theory · Mathematics 2025-04-08 Benoît Kloeckner

An individualized treatment rule (ITR) is a decision rule that aims to improve individual patients health outcomes by recommending optimal treatments according to patients specific information. In observational studies, collected data may…

Methodology · Statistics 2023-10-03 Zeyu Bian , Erica EM Moodie , Susan M Shortreed , Sylvie D Lambert , Sahir Bhatnagar

We examine perturbations of eigenvalues and resonances for a class of multi-channel quantum mechanical model-Hamiltonians describing a particle interacting with a localized spin in dimension $d=1,2,3$. We consider unperturbed Hamiltonians…

Mathematical Physics · Physics 2015-05-19 Claudio Cacciapuoti , Raffaele Carlone , Rodolfo Figari

The paper algorithmizes the problem of regime change point identification for data measured in a system exhibiting impulsive behaviors. This is a fundamental challenge for annotation of measurement data relevant, e.g., for designing…

In this article I study different possibilities of analytically solving the Sturm-Liouville problem with variable coefficients of sufficiently arbitrary behavior with help of perturbation theory. I show how the problem can be reformulated…

Mathematical Physics · Physics 2018-05-03 Vladimir Kalitvianski